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Solution Manual of Statistical Digital Signal Processing Modeling by MonsonH

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Manuel Dominguez
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25K views315 pages

Solution Manual of Statistical Digital Signal Processing Modeling by MonsonH

Uploaded by

Manuel Dominguez
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 2 1 SOLUTIONS TO CHAPTER 2 Background 2.1 The DFT of a sequence x(n) of length N may be expressed in matrix form as follows: X= Wx where x (0), x(1), x(N ~1)]" is a vector containing the signal values and X is a vector containing the DFT coefficients X(k), (a) Find the matrix W. (b) What properties does the matrix W have? (©) What is the inverse of W? Solution | oertsnerner seers : (a) The DPT of a sequence x(n) of length N is XQ) = Fo a(mpe dH = > a(nyvgt where Wy = e1¥, If we define wll = [Lk Ww... WHO] ‘then X(k) is the inner product X(8) = wih -x Arranging the DFT coeficients in a vector we have, X(0) wilx x) wilx ae le =Wx ‘X(N -1) wiix where wi 1 1 1 we Wy WR we w a Lowy) wa yg (b) The matrix W is symmetric and nonsingular. In addition, due to the orthogonality of the complex exponentials, wllema Slevten {Ns tel fer 0 3 kel i Soon th W la oeagnal (€) Due to the orthogonality of W, the inverse is wo Problem Solutions 2.2 Prove or disprove each of the following statements, (a) The product of two upper triangular matrices is upper triangular. (b) The product of two Toeplitz matrices is Toe (6) The product of two centrosymmetrie matrices is centrosymmetrie. Solution (a) With an | Ho tan it follows that if A is upper triangular then aj) = 0 for all (

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